They shouldn't need support, but if they do, they do. Got a picture?

Here is a pic of one of the cayenne pepper plants. I just planted them in the ground last night. I have had them in small pots for a couple of months so they probably are not as healthy as they should be. They seem a little droopy.

That looks like an awfully big pepper for a pretty small pepper plant. Sounds and looks like the plant has been rootbound for some time? That will prevent it from growing bigger, and eventually start fruiting. I would consider taking off the pepper, allowing the plant to focus on growing, now that it has all the space it needs for roots.

Okay thank you so much for your advice.